Annemarie is sad when she remembers her dead sister, Lise. She was the oldest sister, and she died a few years before. Annemarie was told she was hit by a car. In a way, she was. She was run down by the military because she was part of the Resistance.
Annemarie turned her head on the pillow and stared through the partly opened curtains of the window into the dim September night. Thinking of Lise, her solemn, lovely sister, always made her sad. (Ch. 2)
Annemarie’s sister Lise was engaged to Peter, a member of the Resistance as well. Peter still comes to visit the Johanses, both because he wants to see them to remember Lise and because he can use their help with his efforts to rescue Jews. Annemarie thinks that Peter is kind, and considers him almost like an older brother.
Another kind of sadness is described when Denmark intentionally sinks its naval fleet so that the Nazis can’t get it. Mama says that the king must be sad, but Papa says that he is proud. Sinking the fleet was necessary to impede the Nazi war effort. Annemarie reflects on this, and decides she understands.
It had made Annemarie feel sad and proud, too, to picture the tall, aging king, perhaps with tears in his blue eyes, as he looked at the remains of his small navy, which now lay submerged and broken in the harbor. (Ch. 4)
Annemarie understands that it is a sad thing to have to sink your own fleet. Denmark did not have much of an army anyway. It was a small country. The people of Denmark did not quietly succumb to the Nazis. They resisted, as a country, in what ways they could.
Annemarie is also sad about Ellen Rosen’s situation. Her friend is Jewish, and she feels that she cannot do enough to help her. She knows her friend and her family are in danger. Ellen talks about how terrible it would be to die young.
On the sofa Ellen sat between her parents, one hand clasped tightly in her mother's. She looked up at Annemarie but didn't smile. Annemarie felt a surge of sadness; the bond of their friendship had not broken, but it was as if Ellen had moved now into a different world, the world of her own family and whatever lay ahead for them. (Ch. 10)
The Johansens and the members of the resistance do what they can to help the Rosens and other Jews escape, but Annemarie feels sad that this is a danger that she and her friend do not share. It makes her feel disconnected from her friend.